Small planes (like the little Cessna in How Airplanes Work) have locks on the doors and ignition keys inside to start the engine. They are pretty much like a car in this respect. The reason why they need locks and keys is because they sit out in relatively unsecure parking areas, sometimes for weeks at a time. They need locks for the same reason that a car does when it is sitting in a parking lot.
Commercial jets, on the other hand, have no locks on the doors and no ignition key of any sort. You can hop in, flip a couple of switches and start one up!
The reason why jumbo jets don't need an ignition key is the same reason why people might not lock a car when it is sitting in a locked garage. Since the garage is secure, there is no need to secure the car. In this respect, security at an airport is generally very good, and planes are kept locked in hangars or attached to jetways that are secure and under constant surveillance. In addition, if you did somehow make your way into the jet and start it up, the chance of your being shot down or caught is about 100 percent. That provides a good deterrent.
Nonetheless, people do manage to abscond with jets. Check out the links below.
These links will help you learn more: